That's because the bios could be incorrectly dumped but let's assume it is correct and then you need to locate it correctly at the PCSX2 paths.

To do so, make sure you know where the BIOS is. If you installed PCSX2 from the installer's default path, the support files will be at PCSX2 folder's under Documents folder. And means also PCSX2 is under C:\Program Files... and this is bad news, it is bad news even for PC games.

If that is the case is STRONGLY recommended you move PCSX2 from Program Files to somewhere else, like C:\PCSS2 or even another Partition like D:, E: and so on.

Then you should move the PCSX2 folder under Documents to overlap PCSX2 actual install folder. Then create an empty .txt file inside PCSX2 folder and rename it to portable.ini.

Make sure the BIOS file to be under the bios folder under this new PCSX2 folder. and run PCSX2, this will bring the config wizard once again. when it asks for the BIOS it will find it at the expected folder, just confirm it.

This will resolve not only the current issue as will prevent a lot of issues in near future.

PS: If PCSX2 is already outside the C:\Program Files, just go to Plugins/BIOS Selector under Config in the GUI and select it from there, It could be under the bios folder but you can select it from anywhere else. This is useful if having more than one PCSX2 version concurrently (useful for testing purposes) because you can have the BIOS anywhere instead having a copy for each emulator's version (same for memcards but may be not advisable for sstates).